Epstein‐Zin utility maximization on a random horizon (Q6146695)
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scientific article; zbMATH DE number 7797382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Epstein‐Zin utility maximization on a random horizon |
scientific article; zbMATH DE number 7797382 |
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Epstein‐Zin utility maximization on a random horizon (English)
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31 January 2024
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backward stochastic differential equations
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consumption-investment problem
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Epstein-Zin utilities
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random horizons
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